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Linear Programming with MATLAB

A self-contained introduction to linear programming using MATLAB® software to elucidate the development of algorithms and theory. Exercises are included in each chapter, and additional information is provided in two appendices and an accompanying Web site. Only a basic knowledge of linear algebra and calculus is required.

In this chapter, we consider some extensions of linear programming to other
mathematical programming problems. We first look at nonlinear problems,
deriving optimality conditions based solely on calculus arguments and convexity
properties ...